+1,742.5%
VLO vs EXPE
+851.4%
+891.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | +5.2% | -9.5% | +14.7% | +8.4% |
| 30D | +22.6% | -6.6% | +29.2% | +24.8% |
| 3M | +43.8% | +31.4% | +12.4% | +30.1% |
| 6M | +65.7% | +35.2% | +30.6% | +46.3% |
| YTD | +131.1% | +5.8% | +125.3% | +117.7% |
| 1Y | +143.6% | +38.7% | +105.0% | +106.8% |
| 3Y | +201.4% | +175.8% | +25.6% | +91.3% |
| 5Y | +568.9% | +111.8% | +457.0% | +329.2% |
| 10Y | +891.8% | +179.7% | +712.1% | +434.0% |
| All | +1,742.5% | +851.4% | +891.1% | +340.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling